1. Dept.of Mathematical Sciences , Rice University , Houston, Texas, 77251-1892, USA;2. Department of Statistics , The University of Melbourne , Parkville, Victoria, 3052, Australia
Abstract:
Continuous data are often measured or used in binned or rounded form. In this paper we follow up on Hall's work analyzing the effect of using equally-spaced binned data in a kernel density estimator. It is shown that a surprisingly large amount of binning does not adversely affect the integrated mean squared error of a kernel estimate.